-32.1%
BE vs MOD
-62.7%
+30.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -21.4% | +15.1% | +11.6% |
| 7D | -12.1% | -31.3% | +19.2% | +18.9% |
| 30D | -30.1% | -46.1% | +16.0% | +18.5% |
| 3M | -12.1% | -51.1% | +39.0% | +60.3% |
| All | -32.1% | -62.7% | +30.5% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling